TITLE:
Freidlin-Wentzell’s Large Deviations for Stochastic Evolution Equations with Poisson Jumps
AUTHORS:
Huiyan Zhao, Siyan Xu
KEYWORDS:
Stochastic Evolution Equation, Poisson Jumps, Freidlin-Wentzell’s Large Deviation, Weak Convergence Method
JOURNAL NAME:
Advances in Pure Mathematics,
Vol.6 No.10,
September
19,
2016
ABSTRACT: We establish a Freidlin-Wentzell’s large deviation principle for general stochastic evolution equations with Poisson jumps and small multiplicative noises by using weak convergence method.